+278.8%
WMB vs JD
-60.2%
+339.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | 0.0% |
| 7D | +0.6% | -1.7% | +2.2% | +0.7% |
| 30D | +3.3% | -13.2% | +16.4% | +4.0% |
| 3M | +3.1% | -3.2% | +6.3% | +3.2% |
| 6M | -0.7% | +15.2% | -15.9% | -1.7% |
| YTD | +25.2% | +2.0% | +23.2% | +24.7% |
| 1Y | +32.9% | -5.4% | +38.2% | +32.9% |
| 3Y | +140.6% | -9.1% | +149.7% | +138.2% |
| All | +278.8% | -60.2% | +339.0% | +288.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling